Informatics and Applications
2015, Volume 9, Issue 1, pp 2-8
ANALYTICAL MODELING OF NORMAL PROCESSES IN STOCHASTIC SYSTEMS WITH COMPLEX IRRATIONAL NONLINEARITIES
- I.N. Sinitsyn
- V. I. Sinitsyn
- E.R. Korepanov
Abstract
Stochastic systems (including manifolds) with Wiener and Poisson noises and complex irrational
nonlinearities (CIRN) are considered. Equations and algorithms of analytical modeling based on the normal
approximation method (NAM) and the statistical linearization method (SLM) are given. Typical integrals and
software based on cylindrical functions for computing deterministic and stochastic CIRN are presented. Seven test
examples for typical CIRN are given. Applications to Gibbs distributions and distributions with invariant measure
are discussed.
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[+] About this article
Title
ANALYTICAL MODELING OF NORMAL PROCESSES IN STOCHASTIC SYSTEMS WITH COMPLEX IRRATIONAL NONLINEARITIES
Journal
Informatics and Applications
2015, Volume 9, Issue 1, pp 2-8
Cover Date
2014-10-30
DOI
10.14357/19922264150101
Print ISSN
1992-2264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
analytical and statistical modeling; complex irrational nonlinerarity (CIRN); normal approximation
method (NAM); statistical linearization method (SLM); test examples
Authors
I.N. Sinitsyn , V. I. Sinitsyn , and E.R. Korepanov
Author Affiliations
Institute of Informatics Problems, Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian
Federation
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